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Rescaled methods-of-moments estimation for the Box-Cox regression model

✍ Scribed by James L. Powell


Book ID
116102293
Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
372 KB
Volume
51
Category
Article
ISSN
0165-1765

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Robust estimation for the Cox regression
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## Abstract We propose a robust Cox regression model with outliers. The model is fit by trimming the smallest contributions to the partial likelihood. To do so, we implement a Metropolis‐type maximization routine, and show its convergence to a global optimum. We discuss global robustness properties